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Hidden in Plain Sight: Influential Sets in Linear Models
Kuschnig, Nikolas; Zens, Gregor; Crespo Cuaresma, Jesús - 2021
Assessing the robustness of the results of econometric analysis is a long standing subject of lively research. The … influential observations has received relatively little attention. A major obstacle in this context is masking, a phenomenon where … demonstrate the merits of these algorithms via simulation studies and empirical applications. These exercises show that masking …
Persistent link: https://www.econbiz.de/10012582044
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Efficient Robust Estimation of Regression Models
Cizek, Pavel - 2007
This paper introduces a new class of robust regression estimators. The proposed twostep least weighted squares (2S-LWS) estimator employs data-adaptive weights determined from the empirical distribution, quantile, or density functions of regression residuals obtained from an initial robust fit....
Persistent link: https://www.econbiz.de/10012731904
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Robust Tests for Normality of Errors in Regression Models
Onder, A. Ozlem - 2009
This paper investigates the effects of using residuals from robust regression in place of OLS residuals in test statistics for the normality of the errors. It is found that for systematic and clustered outliers robustified normality tests yield greater power
Persistent link: https://www.econbiz.de/10012767596
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Model misspecification and bias for inverse probability weighting and doubly robust estimators
Waernbaum, Ingeborg; Pazzagli, Laura - 2017
In the causal inference literature a class of semi-parametric estimators is called robust if the estimator has desirable properties under the assumption that at least one of the working models is correctly specified. A standard example is a doubly robust estimator that specifies parametric...
Persistent link: https://www.econbiz.de/10011796394
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Adapting to misspecification
Armstrong, Timothy B.; Kline, Patrick; Sun, Liyang - 2024
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar …
Persistent link: https://www.econbiz.de/10015073234
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Why Transform Y? A Critical Assessment of Dependent-Variable Transformations in Regression Models for Skewed and Sometimes-Zero Outcomes
Mullahy, John; Norton, Edward C. - National Bureau of Economic Research - 2022
Dependent variables that are non-negative, follow right-skewed distributions, and have large probability mass at zero arise often in empirical economics. Two classes of models that transform the dependent variable y -- the natural logarithm of y plus a constant and the inverse hyperbolic sine --...
Persistent link: https://www.econbiz.de/10013477227
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Due diligence in meta-analyses to support benefit transfers
Boyle, Kevin J.; Parmeter, Christopher F.; Boehlert, … - In: Environmental & resource economics : the official … 55 (2013) 3, pp. 357-386
Persistent link: https://www.econbiz.de/10009753954
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The identification of outliers in exponential samples
Schultze, Verena; Pawlitschko, Jörg - 1998
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010467718
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189